Trading Metrics calculated at close of trading on 23-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
4,997.0 |
4,960.0 |
-37.0 |
-0.7% |
4,850.0 |
High |
5,097.0 |
5,014.0 |
-83.0 |
-1.6% |
4,920.0 |
Low |
4,982.0 |
4,921.0 |
-61.0 |
-1.2% |
4,576.0 |
Close |
5,030.0 |
5,010.0 |
-20.0 |
-0.4% |
4,794.0 |
Range |
115.0 |
93.0 |
-22.0 |
-19.1% |
344.0 |
ATR |
137.5 |
135.4 |
-2.0 |
-1.5% |
0.0 |
Volume |
56,604 |
36,516 |
-20,088 |
-35.5% |
320,089 |
|
Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,260.7 |
5,228.3 |
5,061.2 |
|
R3 |
5,167.7 |
5,135.3 |
5,035.6 |
|
R2 |
5,074.7 |
5,074.7 |
5,027.1 |
|
R1 |
5,042.3 |
5,042.3 |
5,018.5 |
5,058.5 |
PP |
4,981.7 |
4,981.7 |
4,981.7 |
4,989.8 |
S1 |
4,949.3 |
4,949.3 |
5,001.5 |
4,965.5 |
S2 |
4,888.7 |
4,888.7 |
4,993.0 |
|
S3 |
4,795.7 |
4,856.3 |
4,984.4 |
|
S4 |
4,702.7 |
4,763.3 |
4,958.9 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,795.3 |
5,638.7 |
4,983.2 |
|
R3 |
5,451.3 |
5,294.7 |
4,888.6 |
|
R2 |
5,107.3 |
5,107.3 |
4,857.1 |
|
R1 |
4,950.7 |
4,950.7 |
4,825.5 |
4,857.0 |
PP |
4,763.3 |
4,763.3 |
4,763.3 |
4,716.5 |
S1 |
4,606.7 |
4,606.7 |
4,762.5 |
4,513.0 |
S2 |
4,419.3 |
4,419.3 |
4,730.9 |
|
S3 |
4,075.3 |
4,262.7 |
4,699.4 |
|
S4 |
3,731.3 |
3,918.7 |
4,604.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,097.0 |
4,576.0 |
521.0 |
10.4% |
114.0 |
2.3% |
83% |
False |
False |
48,028 |
10 |
5,097.0 |
4,576.0 |
521.0 |
10.4% |
104.4 |
2.1% |
83% |
False |
False |
42,447 |
20 |
5,226.0 |
4,576.0 |
650.0 |
13.0% |
87.5 |
1.7% |
67% |
False |
False |
21,385 |
40 |
5,226.0 |
4,576.0 |
650.0 |
13.0% |
61.1 |
1.2% |
67% |
False |
False |
10,746 |
60 |
5,226.0 |
4,576.0 |
650.0 |
13.0% |
55.3 |
1.1% |
67% |
False |
False |
7,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,409.3 |
2.618 |
5,257.5 |
1.618 |
5,164.5 |
1.000 |
5,107.0 |
0.618 |
5,071.5 |
HIGH |
5,014.0 |
0.618 |
4,978.5 |
0.500 |
4,967.5 |
0.382 |
4,956.5 |
LOW |
4,921.0 |
0.618 |
4,863.5 |
1.000 |
4,828.0 |
1.618 |
4,770.5 |
2.618 |
4,677.5 |
4.250 |
4,525.8 |
|
|
Fisher Pivots for day following 23-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
4,995.8 |
4,983.0 |
PP |
4,981.7 |
4,956.0 |
S1 |
4,967.5 |
4,929.0 |
|